Hi Jenifer and welcome to the Freeware Games Forum.
To download this game, right click and "save file as" to your desktop. Then unzip the file and run in your browser. You may need to download or update your Flash program or pluggin.
To download flash games from other websites it's sometimes not possible. Usually if you can download it, it will say somewhere on the page or you can sometimes get the link from the page code or embedded code to use on your own website.